Local asymptotic normality for shape and periodicity in the drift of a time inhomogeneous diffusion
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DOI: 10.1007/s11203-017-9157-5
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References listed on IDEAS
- Herold Dehling & Brice Franke & Thomas Kott, 2010. "Drift estimation for a periodic mean reversion process," Statistical Inference for Stochastic Processes, Springer, vol. 13(3), pages 175-192, October.
- Reinhard Höpfner & Yury Kutoyants, 2010. "Estimating discontinuous periodic signals in a time inhomogeneous diffusion," Statistical Inference for Stochastic Processes, Springer, vol. 13(3), pages 193-230, October.
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Keywords
Local asymptotic normality; Parametric signal estimation; Periodic diffusion;All these keywords.
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